For 2003 I would recommend the same books as for 2010. Although there is a 2003 version below the 2010 version will cover that which is available in 2003 and 2010 and this way you will be more futureproof.
All the below books by John Walkenbach are fantastic books and he is a brilliant author, I would recommend picking one of these books up even if just for a reference. I have read power programming cover to cover and it is easy to follow and is a must have for any serious VBA programmer.
If you have read any books and feel they are worth recommending then please post about them on our Forum.